+333.1%
SLV vs PSKY
-32.5%
+365.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +6.7% | +24.0% | -17.3% | +4.3% |
| 3M | -10.7% | +2.2% | -12.9% | -11.0% |
| 6M | -20.6% | -9.0% | -11.6% | -20.1% |
| YTD | -7.1% | -18.1% | +11.0% | -5.8% |
| 1Y | +62.0% | -25.1% | +87.1% | +64.9% |
| 3Y | +169.8% | -16.3% | +186.2% | +164.3% |
| 5Y | +161.5% | -70.4% | +231.8% | +176.4% |
| 10Y | +224.4% | -74.2% | +298.6% | +223.8% |
| All | +333.1% | -32.5% | +365.6% | +222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSKY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling